This paper considers the variability in the impact of multi-dimensional meteorological information on power load in different regions. To improve the accuracy of load forecasting in the spatial dimension, the method of spatio-temporal fusion (SF) of multi-dimensional meteorological information is proposed. The Copula theory is applied to analyze the nonlinear coupling of meteorological information such as wind speed, rainfall, temperature, and sunshine intensity from multiple meteorological stations with the power load and to achieve spatio-temporal fusion. In the time dimension, the core parameters of the variational mode decomposition (VMD) are improved by the marine predators algorithm (MPA). The weighted permutation entropy (WPE) is used to construct the MPA-VMD fitness function for the adaptive decomposition of the load sequence. In addition, the input sets of the LSTM model and MPA-LSSVM model are constructed by combining each component of the time dimension and each meteorological information of spatial dimension to obtain the prediction results of each component. The prediction model corresponding to each component is selected according to the evaluation index, and reconstructed to obtain the overall prediction results. The analysis results show that the proposed forecasting method is better than the traditional forecasting method and effectively improves the accuracy of power load forecasting.